Over the past several weeks lots of glitches have appeared in the curated financial data. e.g., after markets have closed, retrieve all available data for a number of ETF's ("SPY", "TLT", others) and you often find that you get two records with the current date at the end of the list. It appears that the originator of the curated data (Yahoo Finance?) has introduced some changes into their technology infrastructure or perhaps their data base model. One can only hope they clean up the issue. I don't know that we have any leverage in getting them to resolve it excepting reporting to Wolfram.
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JagraAug 17 '12 at 3:19

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@Vitaliy: I actually don't need the data for any actual trading; I'm just playing with the API / reading documentation / complaining about things that don't work. :-)
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user1602Aug 17 '12 at 5:07

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Yahoo Finance is the data source that is used. Here is a statement on their website concerning this: help.yahoo.com/kb/…
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SearkeAug 21 '12 at 19:23

This is impressive. I no longer consider the $130 I spend on mathematica student edition a waste of money.
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user1602Aug 17 '12 at 5:44

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Good answer, but it is a workaround.Point is that FinancialData is not always trustworthy and some of its data may at unpredictable times be unavailable. Do you suggest to always skip this function and use WolframAlpha instead?
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Sjoerd C. de VriesAug 17 '12 at 6:52

Just for the record (not anything against Sjoerd's comment) -- even if I would never use this, I'm really grateful for this answer, because I stupidly never realized I had WolframAlpha at my fingertips with Mathematica. (Silly isn't it?)
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user1602Aug 17 '12 at 9:39

@term-rewritica Just be aware that you're limited to 100 W|A API calls/day (I think) with a student license. I've never hit the limit, or even 10 calls for that matter, but looks like you might with your excitement ;)
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rm -rf♦Aug 17 '12 at 15:34

The problem here is with the data provider Yahoo!. There has been intermittent problems with Yahoo! over the past few weeks with the DJI. The workaround is WolframAlpha[] as described in one of the answers above.

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